+221.7%
PODD vs BWA
+153.1%
+68.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | -6.9% | -5.5% | -1.4% | -5.9% |
| 3M | -10.6% | -7.6% | -3.0% | -9.8% |
| 6M | -43.5% | +25.0% | -68.4% | -47.7% |
| YTD | -52.6% | +47.0% | -99.6% | -58.6% |
| 1Y | -60.1% | +54.0% | -114.1% | -65.6% |
| 3Y | -21.7% | +70.7% | -92.3% | -36.0% |
| 5Y | -54.6% | +86.7% | -141.2% | -64.7% |
| All | +221.7% | +153.1% | +68.7% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling